PIB 3.18.2

An Authorised Firm must calculate its Leverage Ratio in accordance with the following formula:

Leverage Ratio = Capital Measure ÷ Exposure Measure

where:

(a) "Capital Measure" represents Tier 1 Capital of the Authorised Firm calculated in accordance with PIB Rule 3.12.1; and
(b) "Exposure Measure" represents the value of exposures of the Authorised Firm calculated in accordance with PIB Rule 3.18.3.
[Added] DFSA RM148/2014 (Made 1st January 2015). [VER23/01-15]
[Amended] DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]